Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-30 0.320190 0.349930 0.382234 0.420111 0.463537 0.512048 0.570732
2025-04-06 0.281721 0.319466 0.362723 0.416499 0.482316 0.561268 0.664735
2025-04-13 0.248279 0.289017 0.337540 0.400537 0.481595 0.584481 0.728546
2025-04-20 0.230247 0.274321 0.328666 0.402087 0.501121 0.633921 0.832727
2025-04-27 0.215100 0.261346 0.320077 0.402225 0.517795 0.680791 0.940849
2025-05-04 0.202151 0.249798 0.311882 0.401430 0.532308 0.725762 1.053932
2025-05-11 0.192219 0.241228 0.306616 0.403693 0.550849 0.778621 1.189840
2025-05-18 0.178895 0.227031 0.292371 0.391464 0.545850 0.793413 1.262940
2025-05-25 0.166386 0.213099 0.277417 0.376706 0.535020 0.796716 1.315085
2025-06-01 0.159794 0.206947 0.273007 0.377244 0.548335 0.842327 1.458776
2025-06-08 0.156953 0.205845 0.275707 0.388765 0.580752 0.926358 1.704130
2025-06-15 0.152543 0.202161 0.274239 0.393400 0.601754 0.992481 1.930382
2025-06-22 0.147253 0.197060 0.270538 0.394499 0.617427 1.052647 2.168281
2025-06-29 0.141604 0.191098 0.265099 0.392178 0.626498 1.100955 2.394497
2025-07-06 0.133748 0.181427 0.253304 0.378101 0.611845 1.096254 2.471267
2025-07-13 0.129989 0.177792 0.250821 0.379904 0.627983 1.162435 2.788474
2025-07-20 0.126205 0.173918 0.247696 0.380268 0.641244 1.224616 3.125263
2025-07-27 0.122500 0.169979 0.244220 0.379683 0.652444 1.284132 3.487269
2025-08-03 0.119584 0.167133 0.242361 0.381869 0.669665 1.362484 3.973360
2025-08-10 0.114342 0.160379 0.233644 0.370618 0.656677 1.359162 4.117511
2025-08-17 0.108969 0.153233 0.223969 0.356987 0.637248 1.335509 4.161887
2025-08-24 0.106455 0.150583 0.221785 0.357507 0.649460 1.402299 4.684899
2025-08-31 0.105846 0.150966 0.224768 0.368193 0.686089 1.548498 5.769003